Zur krümmungsverwandtschaft von zwangläufen in affinen ck — Ebenen II

In part I we have studied a map of osculating elements of an affine Cayley-Klein (CK-) plane into the Lie algebra A₄(²) of the aequiform transformations A₄(²) of the given plane A₂(, ²). If we use the real projective space P₃() over A₄(²) each osculating element defines a straight line in P₃(). We now give a one parameter motion in A₄(²) and study second order properties and their analogon in the Lie algebra and P₃(), respectively. We show that the wellknown relationship between the points of the moving frame and the osculating circles of the point paths in the fixed frame may be interpreted as part of a quadratic map of certain straight Lines of P₃(). An analogous result holds for the curvature of pairs of envelopes; the mapV induced in P₃() than is contained in a cubic relationship of straight lines.

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Herrn Professor Oswal Giering zum 60. Geburtstag gewidmet     

On the convergence of double orthogonal series

={_i()} ={_i(y)} (i=1,2,...) — (, ) . (,)Х(,) {_i(x)_k(y))} (i, k=1, 2, ...). (1.1) , . , , . , , . (i) (1.3), .. « » (1.1), (1.7) . , (ii) « » (1.4) (1.1), (1.8) .     

On a Test Statistic for Linear Trend

Let {W(s)} _s 0 be a standard Wiener process. The supremum of the squared Euclidian norm Y (t)², of the R²-valued process Y(t)=(1/t W(t), {12/t ³ int_{0 t} s dW (s)– {3/t} W(t)), t [, 1], is the asymptotic, large sample distribution, of a test statistic for a change point detection problem, of appearance of linear trend. We determine the asymptotic behavior P {sup _t [, 1] Y(t)² > u as u , of this statistic, for a fixed (0,1), and for a moving = (u) 0 at a suitable rate as u . The statistical interest of our results lie in their use as approximate test levels.     

A geometric construction of the K-loop of a hyperbolic space

It is well known that the homogeneous orthochronous proper Lorentzgroup is isomorphic to the proper motion group of the hyperbolic space. To each Lorentz boost \ {id} there corresponds in the hyperbolic space exactly one lineL such that fixes each of the two ends ofL . Furthermore has no fixed points but each plane containingL is fixed by . If we fix a pointo, then to each other pointa there is exactly one boosta ⁺ such thatL _a+ is the line joiningo anda anda ⁺(o)=a. The set P of points of the hyperbolic space is turned in a K-loop (P, +) bya+b:=a ⁺(b). Each line of the hyperbolic space has the representationa+Z(b) wherea, b P,b 0 andZ(b):= {x P |x+b=b+x}.Dedicated to H. Salzmann on the occasion of his 65th birthdaySupported by the NATO Scientific Affairs Division grant CRG 900103.     

On a zero-crossing probability

Let {X(t), 0E{exp (–sX(t))}=exp (–t(s)), where (s)=(1–(s)), is the intensity of the Poisson process, and (s) is the Laplace transform of the distribution of nonnegative jumps. Consider the zero-crossing probability =P{X(t)–t=0 for some t,0<t<}. We show that =() where is the largest nonnegative root of the equation (s)=s. It is conjectured that this result holds more generally for any stochastic process with stationary independent increments and with sample paths that are nondecreasing step functions vanishing at 0.     

A critical case for Brownian slow points

Summary LetX _t be a Brownian motion and letS(c) be the set of realsr0 such that üX _r+t –X _r üct, 0th, for someh=h(r)>0. It is known thatS(c) is empty ifc<1 and nonempty ifc>1, a.s. In this paper we prove thatS(1) is empty a.s.This research was partially supported by NSF Grant 9322689.     

Asymptotics of the partial sums of a set of integral transforms

In this paper, we explore the asymptotic distribution of the zeros of the partial sums of the family of entire functions of order 1 and type 1, defined by G(,,z)=₀ ¹(t)t ^–1×(1–t)^–1e ^zt dt, where Re,Re>0, is Riemann-integrable on [0,1], continuous at t=0, 1 and satisfies (0)(1)0.     

Measures induced on Wiener space by monotone shifts

Summary In this work we study the absolute continuity of the image of the Wiener measure under the transformations of the formT()=+u(), the shiftu is a random variable with values in the Cameron-Martin spaceH and is monotone in the sense that (T(+h-T(),h) _H 0 a.s. for allh inH.     

Necessary and Sufficient Condition for the Functional Central Limit Theorem in Hölder Spaces

Let (X _i ) _i1 be an i.i.d. sequence of random elements in the Banach space B, S _n X ₁++X _n and _n be the random polygonal line with vertices (k/n,S _k ), k=0,1,...,n. Put (h)=h L(1/h), 0h1 with 0<1/2 and L slowly varying at infinity. Let H ⁰ (B) be the Hölder space of functions x:[0,1]B, such that x(t+h)–x(t)=o((h)), uniformly in t. We characterize the weak convergence in H ⁰ (B) of n ^–1/2 _n to a Brownian motion. In the special case where B= and (h)=h , our necessary and sufficient conditions for such convergence are E X ₁=0 and P(|X ₁|>t)=o(t ^–p()) where p()=1/(1/2–). This completes Lamperti (1962) invariance principle.     

Ornstein–Uhlenbeck Path Integral and Its Application

Introducing a path integral for the Ornstein–Uhlenbeck process distorted by a potential V(x), we find out the T limit of the probability distributions of X[]:=1/T ₀ ^T V((t))dt for Ornstein–Uhlenbeck process (t), with appropriate values of the exponent that depend on V. The results are compared with those for the Wiener process.     

Fast Preconditioned Iterative Methods for Convolution-Type Integral Equations

We consider solving the Fredholm integral equation of the second kind with the piecewise smooth displacement kernel x(t) + _j=1 ^m µ_j x(t – t _j) + ₀ k(t – s)x(s) ds = g(t), 0 t , where t _j (–, ), for 1 j m. The direct application of the quadrature rule to the above integral equation leads to a non-Toeplitz and an underdetermined matrix system. The aim of this paper is to propose a numerical scheme to approximate the integral equation such that the discretization matrix system is the sum of a Toeplitz matrix and a matrix of rank two. We apply the preconditioned conjugate gradient method with Toeplitz-like matrices as preconditioners to solve the resulting discretization system. Numerical examples are given to illustrate the fast convergence of the PCG method and the accuracy of the computed solutions.     

On the Question of Generalized Solution to Algebro-Differential Systems

We study the possibility of constructing a Sobolev–Schwartz generalized solution to the problem A(t) x(t) + B (t) x (t) = f (t), t T = [0 , + ) , x ( 0 ) = a, whose coefficient (n × n)-matrix of derivatives is degenerate for every tT in the situation when there is no classical solution x(t)C ¹(T) (the initial data do not satisfy the agreement conditions and the right-hand side is not a sufficiently smooth vector-function). We prove that the generalized solution is the limit of a sequence of classical solutions of the Cauchy problem for a system with constant coefficients, obtained by the perturbation method.     

Increase of stable processes

One says thatt>0 is an increase time for a real-valued path if stays above the level (t) immediately after timet, and below (t) immediately before timet. Dvoretzkyet al.,⁽¹⁰⁾ proved that Brownian motion has no increase times a.s. This result is extended here to (strictly) stable processes. Specifically, the probability that a stable processX possesses increase times is 0 if and only ifP(X ₁0)1/2.     

Generalized ornstein-uhlenbeck process having a characteristic operator with polynomial coefficients

Summary Let be a weighted Schwartz's space of rapidly decreasing functions, the dual space and (t) a perturbed diffusion operator with polynomial coefficients from into itself. It is proven that (t) generates the Kolmogorov evolution operator from into itself via stochastic method. As applications, we construct a unique solution of a Langevin's equation on : whereW(t) is a Brownian motion and ^*(t) is the adjoint of (t) and show a central limit theorem for interacting multiplicative diffusions.     

Über nullstellenfreie Gebiete von ζ(itk) (s)

Let ^(itk) (s) denote thek-th derivative of the Riemann Zeta-function,s=+it, ,t real numbers,k1 rational integers. Using ideas fromT. C. Titchmarsh and from a paper ofR. Spira, lower bounds are derived for |^(itk)(s)|, |^(itk)(1-s) for >1 and some infinitely many, sufficiently large values oft. Further let be an algebraic number of degreen and heightH; then a lower bound for |^(itk)(its)|, dependent onn, H, k is established for alln,H1,k3, 2+7k/4 and all realt.     

Donsker's Delta Function of Lévy Process

Let X={X(t):tR} be a Lévy process and a non-decreasing, right continuous, bounded function with (–)=0 (((1+u ²)/u ²)d(u) is the Lévy measure). In this paper we define the Donsker delta function (X(t)–a), t>0 and aR, as a generalized Lévy functional under the condition that (0)–(0–)>0. This leads us to define F(X(t)) for any tempered distribution F, and as an application, we derive an Itô formula for F(X(t)) when has jumps at 0 and 1.     

The problem of controlling a Wiener process when the number of switchings is bounded

We are considering the problem of controlling a one-dimensional Wiener process (t) (0)=0,E=0,D= ²t.Translated fromProblemy Ustoichivosti Stokhasticheskikh Modelei. Trudy Seminara, 1988, pp. 53–55.     

φ-Factors for Function Seminorms

Let (, A, ) be a measure space, a function seminorm on M, the space of measurable functions on , and M the space {f M : (f) < }. Every Borel measurable function : [0, ) [0, ) induces a function : M M by (f)(x) = (|f(x)|). We introduce the concepts of -factor and -invariant space. If is a -subadditive seminorm function, we give, under suitable conditions over , necessary and sufficient conditions in order that M be invariant and prove the existence of -factors for . We also give a characterization of the best -factor for a -subadditive function seminorm when is -finite. All these results generalize those about multiplicativity factors for function seminorms proved earlier.     

Stochastic processes with Gaussian interaction of components

Summary LetU(x), x ^d-|0}, be a nonnegative even function such that _x 0U(x)1. In this paper, we consider an infinite system of stochastic process _t (x); x ^d with the following mechanism: at each sitex, after mean 1 exponential waiting time, _t(x) is replaced by a Gaussian random variable with mean _{yx t} (y) U(y-x) and variance 1. It is understood here that all the interactions are independent of one another. The behavior of this system will be investigated and some ergodic theorems will be derived. The results strongly depend whether _{x 0} U(x)<1 or =1.     

Decrease orders of theL p -moduli of continuity (0<p≦∞)

k — , 0<p, _k(p) — k- L _p ¹ ; >0, - , (0, ), (t)0 (t0), (t) ,t ^–(t) . _k(p), , 0<p1 _{k(p) (k– 1)p+1}, 1<p — _k , .